OK - I think that there are a number of things possibly happening here
Firstly, as @success127 points out, your Windows firewall is probably blocking traffic, and you will need to edit your firewall rules to accommodate and allow your Server Edition to function with clients. I gather that this is quite normal behavior for a windows firewall. There are a number of posts and articles on this forum about how to deal with windows firewall, including this one:-
Secondly. I think that you have got the correct Manager Edition. That is to say, you require a number of people, using their own user credentials to have access to Manager in order to do their work, and for them to do so from their own client devices/computers, and NOT a simple single user one computer solution.
Thirdly. It is quite possible to have your Manager data files located on a remotely (ie on another computer, NAS device, cloud storage service/device etc etc). If you click on the “About Manager” the Application Data Path will be displayed. This is telling you where your files currently reside.
There are a number of articles in this forum about moving your data location, for example:-
https://forum.manager.io/search?q=application%20data%20path
I am not a windows person (hopefully someone here much better qualified with windows will be able to help further), but it looks to me as though when you are clicking on your link for ‘Manager Server’, it is actually a link to the .msi file (ie the installer) rather than the executable.